Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,168.4 |
1,140.8 |
-27.6 |
-2.4% |
1,230.6 |
High |
1,169.3 |
1,148.8 |
-20.5 |
-1.8% |
1,235.5 |
Low |
1,137.1 |
1,137.2 |
0.1 |
0.0% |
1,160.5 |
Close |
1,145.7 |
1,142.6 |
-3.1 |
-0.3% |
1,171.6 |
Range |
32.2 |
11.6 |
-20.6 |
-64.0% |
75.0 |
ATR |
18.0 |
17.5 |
-0.5 |
-2.5% |
0.0 |
Volume |
261,115 |
168,560 |
-92,555 |
-35.4% |
852,564 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.7 |
1,171.7 |
1,149.0 |
|
R3 |
1,166.1 |
1,160.1 |
1,145.8 |
|
R2 |
1,154.5 |
1,154.5 |
1,144.7 |
|
R1 |
1,148.5 |
1,148.5 |
1,143.7 |
1,151.5 |
PP |
1,142.9 |
1,142.9 |
1,142.9 |
1,144.4 |
S1 |
1,136.9 |
1,136.9 |
1,141.5 |
1,139.9 |
S2 |
1,131.3 |
1,131.3 |
1,140.5 |
|
S3 |
1,119.7 |
1,125.3 |
1,139.4 |
|
S4 |
1,108.1 |
1,113.7 |
1,136.2 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.2 |
1,367.9 |
1,212.9 |
|
R3 |
1,339.2 |
1,292.9 |
1,192.2 |
|
R2 |
1,264.2 |
1,264.2 |
1,185.4 |
|
R1 |
1,217.9 |
1,217.9 |
1,178.5 |
1,203.6 |
PP |
1,189.2 |
1,189.2 |
1,189.2 |
1,182.0 |
S1 |
1,142.9 |
1,142.9 |
1,164.7 |
1,128.6 |
S2 |
1,114.2 |
1,114.2 |
1,157.9 |
|
S3 |
1,039.2 |
1,067.9 |
1,151.0 |
|
S4 |
964.2 |
992.9 |
1,130.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,202.4 |
1,137.1 |
65.3 |
5.7% |
21.9 |
1.9% |
8% |
False |
False |
198,836 |
10 |
1,235.5 |
1,137.1 |
98.4 |
8.6% |
17.9 |
1.6% |
6% |
False |
False |
163,992 |
20 |
1,255.6 |
1,137.1 |
118.5 |
10.4% |
15.5 |
1.4% |
5% |
False |
False |
152,590 |
40 |
1,255.6 |
1,137.1 |
118.5 |
10.4% |
15.7 |
1.4% |
5% |
False |
False |
151,210 |
60 |
1,321.8 |
1,137.1 |
184.7 |
16.2% |
15.1 |
1.3% |
3% |
False |
False |
138,810 |
80 |
1,327.3 |
1,137.1 |
190.2 |
16.6% |
15.0 |
1.3% |
3% |
False |
False |
124,753 |
100 |
1,347.5 |
1,137.1 |
210.4 |
18.4% |
15.1 |
1.3% |
3% |
False |
False |
102,358 |
120 |
1,347.5 |
1,137.1 |
210.4 |
18.4% |
14.5 |
1.3% |
3% |
False |
False |
85,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.1 |
2.618 |
1,179.2 |
1.618 |
1,167.6 |
1.000 |
1,160.4 |
0.618 |
1,156.0 |
HIGH |
1,148.8 |
0.618 |
1,144.4 |
0.500 |
1,143.0 |
0.382 |
1,141.6 |
LOW |
1,137.2 |
0.618 |
1,130.0 |
1.000 |
1,125.6 |
1.618 |
1,118.4 |
2.618 |
1,106.8 |
4.250 |
1,087.9 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,143.0 |
1,156.1 |
PP |
1,142.9 |
1,151.6 |
S1 |
1,142.7 |
1,147.1 |
|